Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1,790.50 |
1,814.00 |
23.50 |
1.3% |
1,810.75 |
High |
1,819.00 |
1,821.25 |
2.25 |
0.1% |
1,822.25 |
Low |
1,789.75 |
1,811.00 |
21.25 |
1.2% |
1,770.25 |
Close |
1,814.75 |
1,819.25 |
4.50 |
0.2% |
1,790.75 |
Range |
29.25 |
10.25 |
-19.00 |
-65.0% |
52.00 |
ATR |
26.64 |
25.47 |
-1.17 |
-4.4% |
0.00 |
Volume |
206,177 |
272,457 |
66,280 |
32.1% |
1,423,808 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.00 |
1,843.75 |
1,825.00 |
|
R3 |
1,837.75 |
1,833.50 |
1,822.00 |
|
R2 |
1,827.50 |
1,827.50 |
1,821.25 |
|
R1 |
1,823.25 |
1,823.25 |
1,820.25 |
1,825.50 |
PP |
1,817.25 |
1,817.25 |
1,817.25 |
1,818.25 |
S1 |
1,813.00 |
1,813.00 |
1,818.25 |
1,815.00 |
S2 |
1,807.00 |
1,807.00 |
1,817.25 |
|
S3 |
1,796.75 |
1,802.75 |
1,816.50 |
|
S4 |
1,786.50 |
1,792.50 |
1,813.50 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.50 |
1,922.50 |
1,819.25 |
|
R3 |
1,898.50 |
1,870.50 |
1,805.00 |
|
R2 |
1,846.50 |
1,846.50 |
1,800.25 |
|
R1 |
1,818.50 |
1,818.50 |
1,795.50 |
1,806.50 |
PP |
1,794.50 |
1,794.50 |
1,794.50 |
1,788.50 |
S1 |
1,766.50 |
1,766.50 |
1,786.00 |
1,754.50 |
S2 |
1,742.50 |
1,742.50 |
1,781.25 |
|
S3 |
1,690.50 |
1,714.50 |
1,776.50 |
|
S4 |
1,638.50 |
1,662.50 |
1,762.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,821.25 |
1,770.25 |
51.00 |
2.8% |
23.25 |
1.3% |
96% |
True |
False |
298,939 |
10 |
1,831.00 |
1,770.25 |
60.75 |
3.3% |
21.50 |
1.2% |
81% |
False |
False |
289,050 |
20 |
1,831.00 |
1,731.50 |
99.50 |
5.5% |
25.00 |
1.4% |
88% |
False |
False |
300,224 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.5% |
27.25 |
1.5% |
65% |
False |
False |
150,864 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.0% |
26.25 |
1.4% |
62% |
False |
False |
100,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.75 |
2.618 |
1,848.00 |
1.618 |
1,837.75 |
1.000 |
1,831.50 |
0.618 |
1,827.50 |
HIGH |
1,821.25 |
0.618 |
1,817.25 |
0.500 |
1,816.00 |
0.382 |
1,815.00 |
LOW |
1,811.00 |
0.618 |
1,804.75 |
1.000 |
1,800.75 |
1.618 |
1,794.50 |
2.618 |
1,784.25 |
4.250 |
1,767.50 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1,818.25 |
1,812.75 |
PP |
1,817.25 |
1,806.25 |
S1 |
1,816.00 |
1,799.75 |
|